Aberdeen International Stock Market Value
| AAB Stock | CAD 0.03 0.01 16.67% |
| Symbol | Aberdeen |
Aberdeen International Price To Book Ratio
Aberdeen International 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Aberdeen International's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Aberdeen International.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Aberdeen International on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Aberdeen International or generate 0.0% return on investment in Aberdeen International over 570 days. Aberdeen International is related to or competes with Torr Metals, Prime Dividend, Zimtu Capital, and Roadman Investments. Aberdeen International Inc. operates as a resource investment company and merchant bank focusing on small capitalization... More
Aberdeen International Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Aberdeen International's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Aberdeen International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (25.00) |
Aberdeen International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aberdeen International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aberdeen International's standard deviation. In reality, there are many statistical measures that can use Aberdeen International historical prices to predict the future Aberdeen International's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (1.10) | |||
| Treynor Ratio | 0.2118 |
Aberdeen International Backtested Returns
As of now, Aberdeen Stock is out of control. Aberdeen International secures Sharpe Ratio (or Efficiency) of 0.0143, which signifies that the company had a 0.0143 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Aberdeen International, which you can use to evaluate the volatility of the firm. Please confirm Aberdeen International's mean deviation of 3.5, and Risk Adjusted Performance of (0.01) to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Aberdeen International has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -1.24, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Aberdeen International are expected to decrease by larger amounts. On the other hand, during market turmoil, Aberdeen International is expected to outperform it. Aberdeen International right now shows a risk of 9.56%. Please confirm Aberdeen International standard deviation, skewness, price action indicator, as well as the relationship between the jensen alpha and rate of daily change , to decide if Aberdeen International will be following its price patterns.
Auto-correlation | 0.23 |
Weak predictability
Aberdeen International has weak predictability. Overlapping area represents the amount of predictability between Aberdeen International time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aberdeen International price movement. The serial correlation of 0.23 indicates that over 23.0% of current Aberdeen International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aberdeen International lagged returns against current returns
Autocorrelation, which is Aberdeen International stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Aberdeen International's stock expected returns. We can calculate the autocorrelation of Aberdeen International returns to help us make a trade decision. For example, suppose you find that Aberdeen International has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Aberdeen International regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Aberdeen International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aberdeen International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aberdeen International stock over time.
Current vs Lagged Prices |
| Timeline |
Aberdeen International Lagged Returns
When evaluating Aberdeen International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aberdeen International stock have on its future price. Aberdeen International autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Aberdeen International autocorrelation shows the relationship between Aberdeen International stock current value and its past values and can show if there is a momentum factor associated with investing in Aberdeen International.
Regressed Prices |
| Timeline |
Other Information on Investing in Aberdeen Stock
Aberdeen International financial ratios help investors to determine whether Aberdeen Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Aberdeen with respect to the benefits of owning Aberdeen International security.